# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. import logging import sys from copy import deepcopy from typing import Any, Dict import numpy as np from tqdm.auto import tqdm from miplearn.classifiers import Classifier from miplearn.classifiers.counting import CountingClassifier from miplearn.components import classifier_evaluation_dict from miplearn.components.component import Component from miplearn.extractors import InstanceFeaturesExtractor, InstanceIterator logger = logging.getLogger(__name__) class DynamicLazyConstraintsComponent(Component): """ A component that predicts which lazy constraints to enforce. """ def __init__( self, classifier: Classifier = CountingClassifier(), threshold: float = 0.05, ): self.threshold: float = threshold self.classifier_prototype: Classifier = classifier self.classifiers: Dict[Any, Classifier] = {} def before_solve(self, solver, instance, model): instance.found_violated_lazy_constraints = [] logger.info("Predicting violated lazy constraints...") violations = self.predict(instance) logger.info("Enforcing %d lazy constraints..." % len(violations)) for v in violations: cut = instance.build_lazy_constraint(model, v) solver.internal_solver.add_constraint(cut) def iteration_cb(self, solver, instance, model): logger.debug("Finding violated (dynamic) lazy constraints...") violations = instance.find_violated_lazy_constraints(model) if len(violations) == 0: return False instance.found_violated_lazy_constraints += violations logger.debug(" %d violations found" % len(violations)) for v in violations: cut = instance.build_lazy_constraint(model, v) solver.internal_solver.add_constraint(cut) return True def after_solve( self, solver, instance, model, stats, training_data, ): pass def fit(self, training_instances): logger.debug("Fitting...") features = InstanceFeaturesExtractor().extract(training_instances) self.classifiers = {} violation_to_instance_idx = {} for (idx, instance) in enumerate(InstanceIterator(training_instances)): for v in instance.found_violated_lazy_constraints: if isinstance(v, list): v = tuple(v) if v not in self.classifiers: self.classifiers[v] = deepcopy(self.classifier_prototype) violation_to_instance_idx[v] = [] violation_to_instance_idx[v] += [idx] for (v, classifier) in tqdm( self.classifiers.items(), desc="Fit (lazy)", disable=not sys.stdout.isatty(), ): logger.debug("Training: %s" % (str(v))) label = np.zeros(len(training_instances)) label[violation_to_instance_idx[v]] = 1.0 classifier.fit(features, label) def predict(self, instance): violations = [] features = InstanceFeaturesExtractor().extract([instance]) for (v, classifier) in self.classifiers.items(): proba = classifier.predict_proba(features) if proba[0][1] > self.threshold: violations += [v] return violations def evaluate(self, instances): results = {} all_violations = set() for instance in instances: all_violations |= set(instance.found_violated_lazy_constraints) for idx in tqdm( range(len(instances)), desc="Evaluate (lazy)", disable=not sys.stdout.isatty(), ): instance = instances[idx] condition_positive = set(instance.found_violated_lazy_constraints) condition_negative = all_violations - condition_positive pred_positive = set(self.predict(instance)) & all_violations pred_negative = all_violations - pred_positive tp = len(pred_positive & condition_positive) tn = len(pred_negative & condition_negative) fp = len(pred_positive & condition_negative) fn = len(pred_negative & condition_positive) results[idx] = classifier_evaluation_dict(tp, tn, fp, fn) return results